+39,776.7%
LOW vs UDR
+2,908.2%
+36,868.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +21.7% | +7.8% | +13.9% | +18.5% |
| 3M | +5.0% | -2.8% | +7.8% | +6.3% |
| 6M | +4.6% | -1.4% | +6.0% | +5.2% |
| YTD | -3.5% | +3.4% | -6.9% | -4.8% |
| 1Y | +0.5% | +9.9% | -9.3% | -3.1% |
| 3Y | +24.8% | +28.5% | -3.7% | +12.9% |
| 5Y | +6.5% | -20.5% | +26.9% | +13.9% |
| 10Y | +294.6% | +54.2% | +240.3% | +225.0% |
| All | +39,776.7% | +2,908.2% | +36,868.5% | +14,003.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling